-48.4%
CELH vs ITUB
+9.0%
-57.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +2.1% |
| 7D | +9.9% | -1.6% | +11.5% | +10.1% |
| 30D | +11.7% | -26.6% | +38.3% | +16.6% |
| 3M | +4.1% | -11.1% | +15.2% | +4.6% |
| 6M | -8.4% | -13.1% | +4.7% | -7.4% |
| YTD | -32.8% | +3.9% | -36.6% | -32.6% |
| 1Y | -48.4% | +9.8% | -58.1% | -48.1% |
| All | -48.4% | +9.0% | -57.4% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling